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<li class="navelem"><b>QuantLib</b> </li>
<li class="navelem"><a class="el" href="class_quant_lib_1_1_interpolation.html">Interpolation</a> </li>
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<!-- doxytag: class="QuantLib::Interpolation" --><!-- doxytag: inherits="QuantLib::Extrapolator" -->
<p>base class for 1-D interpolations.
<a href="class_quant_lib_1_1_interpolation.html#details">More...</a></p>
<p><code>#include <ql/math/interpolation.hpp></code></p>
<div class="dynheader">
Inheritance diagram for Interpolation:</div>
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<div class="center"><img src="class_quant_lib_1_1_interpolation__inherit__graph.png" border="0" usemap="#_interpolation_inherit__map" alt="Inheritance graph"/></div>
<map name="_interpolation_inherit__map" id="_interpolation_inherit__map">
<area shape="rect" id="node5" href="class_quant_lib_1_1_backward_flat_interpolation.html" title="Backward-flat interpolation between discrete points." alt="" coords="327,5,497,35"/><area shape="rect" id="node7" href="class_quant_lib_1_1_convex_monotone_interpolation.html" title="Convex monotone yield-curve interpolation method." alt="" coords="288,58,536,89"/><area shape="rect" id="node9" href="class_quant_lib_1_1_cubic_interpolation.html" title="Cubic interpolation between discrete points." alt="" coords="349,111,475,142"/><area shape="rect" id="node11" href="class_quant_lib_1_1_forward_flat_interpolation.html" title="Forward-flat interpolation between discrete points." alt="" coords="332,165,492,195"/><area shape="rect" id="node13" href="class_quant_lib_1_1_kernel_interpolation.html" title="Kernel interpolation between discrete points." alt="" coords="348,218,476,249"/><area shape="rect" id="node15" href="class_quant_lib_1_1_linear_interpolation.html" title="Linear interpolation between discrete points" alt="" coords="348,271,476,302"/><area shape="rect" id="node17" href="class_quant_lib_1_1_log_cubic_interpolation.html" title="log-cubic interpolation between discrete points" alt="" coords="339,325,485,355"/><area shape="rect" id="node19" href="class_quant_lib_1_1_log_linear_interpolation.html" title="log-linear interpolation between discrete points" alt="" coords="337,378,487,409"/><area shape="rect" id="node21" href="class_quant_lib_1_1_mixed_linear_cubic_interpolation.html" title="mixed linear/cubic interpolation between discrete points" alt="" coords="315,431,509,462"/><area shape="rect" id="node23" href="class_quant_lib_1_1_s_a_b_r_interpolation.html" title="SABR smile interpolation between discrete volatility points." alt="" coords="348,485,476,515"/><area shape="rect" id="node2" href="class_quant_lib_1_1_extrapolator.html" title="base class for classes possibly allowing extrapolation" alt="" coords="7,245,97,275"/></map>
<center><span class="legend">[<a href="graph_legend.html">legend</a>]</span></center></div>
<p><a href="class_quant_lib_1_1_interpolation-members.html">List of all members.</a></p>
<table class="memberdecls">
<tr><td colspan="2"><h2><a name="nested-classes"></a>
Classes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolation_1_1_impl.html">Impl</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">abstract base class for interpolation implementations <a href="class_quant_lib_1_1_interpolation_1_1_impl.html#details">More...</a><br/></td></tr>
<tr><td class="memItemLeft" align="right" valign="top">class  </td><td class="memItemRight" valign="bottom"><a class="el" href="class_quant_lib_1_1_interpolation_1_1template_impl.html">templateImpl</a></td></tr>
<tr><td class="mdescLeft"> </td><td class="mdescRight">basic template implementation <a href="class_quant_lib_1_1_interpolation_1_1template_impl.html#details">More...</a><br/></td></tr>
<tr><td colspan="2"><h2><a name="pub-types"></a>
Public Types</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="af498733f2fd0abef2f5f1071a1b9354a"></a><!-- doxytag: member="QuantLib::Interpolation::argument_type" ref="af498733f2fd0abef2f5f1071a1b9354a" args="" -->
typedef <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>argument_type</b></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="abd4b619e88e62e8c704bc850340fc078"></a><!-- doxytag: member="QuantLib::Interpolation::result_type" ref="abd4b619e88e62e8c704bc850340fc078" args="" -->
typedef <a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>result_type</b></td></tr>
<tr><td colspan="2"><h2><a name="pub-methods"></a>
Public Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac6e61de369e994009e36f344f99c15ad"></a><!-- doxytag: member="QuantLib::Interpolation::empty" ref="ac6e61de369e994009e36f344f99c15ad" args="() const " -->
bool </td><td class="memItemRight" valign="bottom"><b>empty</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac180804bcc9bccca4deca3246968e4f3"></a><!-- doxytag: member="QuantLib::Interpolation::operator()" ref="ac180804bcc9bccca4deca3246968e4f3" args="(Real x, bool allowExtrapolation=false) const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>operator()</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x, bool allowExtrapolation=false) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a61e81104809d2137d59ace5e6c0688d0"></a><!-- doxytag: member="QuantLib::Interpolation::primitive" ref="a61e81104809d2137d59ace5e6c0688d0" args="(Real x, bool allowExtrapolation=false) const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>primitive</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x, bool allowExtrapolation=false) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a762f31d09f9c70ceffb183248d3ef8ba"></a><!-- doxytag: member="QuantLib::Interpolation::derivative" ref="a762f31d09f9c70ceffb183248d3ef8ba" args="(Real x, bool allowExtrapolation=false) const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>derivative</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x, bool allowExtrapolation=false) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa261e6fbcb8c5436d3bb791e2b94f7b9"></a><!-- doxytag: member="QuantLib::Interpolation::secondDerivative" ref="aa261e6fbcb8c5436d3bb791e2b94f7b9" args="(Real x, bool allowExtrapolation=false) const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>secondDerivative</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x, bool allowExtrapolation=false) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae464439f613889645330b4fefbf66ab2"></a><!-- doxytag: member="QuantLib::Interpolation::xMin" ref="ae464439f613889645330b4fefbf66ab2" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>xMin</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac5bfc70b2ea8397a47c13cbfe397345b"></a><!-- doxytag: member="QuantLib::Interpolation::xMax" ref="ac5bfc70b2ea8397a47c13cbfe397345b" args="() const " -->
<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> </td><td class="memItemRight" valign="bottom"><b>xMax</b> () const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a065ac2d8b15048bb846f8fddc789c46b"></a><!-- doxytag: member="QuantLib::Interpolation::isInRange" ref="a065ac2d8b15048bb846f8fddc789c46b" args="(Real x) const " -->
bool </td><td class="memItemRight" valign="bottom"><b>isInRange</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x) const </td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ac5c54df7ed3b930268c8d7752c101725"></a><!-- doxytag: member="QuantLib::Interpolation::update" ref="ac5c54df7ed3b930268c8d7752c101725" args="()" -->
void </td><td class="memItemRight" valign="bottom"><b>update</b> ()</td></tr>
<tr><td colspan="2"><h2><a name="pro-methods"></a>
Protected Member Functions</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab1128d789d8186b63cb7f9ab2d6d0402"></a><!-- doxytag: member="QuantLib::Interpolation::checkRange" ref="ab1128d789d8186b63cb7f9ab2d6d0402" args="(Real x, bool extrapolate) const " -->
void </td><td class="memItemRight" valign="bottom"><b>checkRange</b> (<a class="el" href="group__types.html#ga4bdf4bfe76b9ffa6fa64c47d8bfa0c78">Real</a> x, bool extrapolate) const </td></tr>
<tr><td colspan="2"><h2><a name="pro-attribs"></a>
Protected Attributes</h2></td></tr>
<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aa593fa134416a954928e323a5175af7d"></a><!-- doxytag: member="QuantLib::Interpolation::impl_" ref="aa593fa134416a954928e323a5175af7d" args="" -->
boost::shared_ptr< <a class="el" href="class_quant_lib_1_1_interpolation_1_1_impl.html">Impl</a> > </td><td class="memItemRight" valign="bottom"><b>impl_</b></td></tr>
</table>
<hr/><a name="details" id="details"></a><h2>Detailed Description</h2>
<div class="textblock"><p>base class for 1-D interpolations. </p>
<p>Classes derived from this class will provide interpolated values from two sequences of equal length, representing discretized values of a variable and a function of the former, respectively. </p>
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